+159.7%
TRV vs PSX
+362.1%
-202.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +1.9% | +1.7% | +0.2% | +1.6% |
| 30D | +1.7% | +15.6% | -13.9% | -0.8% |
| 3M | +23.9% | +46.5% | -22.6% | +15.9% |
| 6M | +26.3% | +55.0% | -28.7% | +16.6% |
| YTD | +30.8% | +105.3% | -74.5% | +14.3% |
| 1Y | +36.3% | +101.6% | -65.3% | +19.2% |
| 3Y | +145.0% | +134.1% | +10.9% | +103.4% |
| All | +159.7% | +362.1% | -202.5% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling